Hey friend, welcome!
Well, my biggest problem with English is related to its pronunciation. I have not traveled to an English speaking country yet, so maybe because of this I have problems to understand spoken English. I watch movies, I listen to music and news on web radios. But I'm not confident when I try to talk (I have tryed to talk with natives with Skype, MSN and others). But I'm sure I just have to practise more.
This is my biggest problem, but I see each one have more difficult with a different thing. I know people who can talk perfectly, but do not write so well. And so on.